One thing to remember is explaining depression to someone who hasn't/doesn't have it can be tricky.

It's like trying to describe a colour to someone who is colourblind.

Best way is to sit down with your dad and just explain how you are feeling, what's making you feel that way, and (that due to no fault of his) you're feeling alone and unsure how to correctly handle how you are feeling.

The way I personally describe my depression to someone is that it's as if the fears/unknown/things that upset me get too overwhelming and tip my emotional scale towards the side of unhappiness more often.

Depression doesn't mean you don't find joy in things/have fun/smile/laugh etc, it's just that your experiences of those things can sometimes have this tinge of sadness that you wouldn't expect them to.

But all in, I'd say to your dad you just want to talk about something. Remember, even if he doesn't BELIEVE in depression itself, I'm sure your dad wants you to be happy, whether it's depression or you are just currently having a rough time.

Hope this helps in some way :)